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In this paper, we investigate the concentration properties of cumulative reward in Markov Decision Processes (MDPs), focusing on both asymptotic and non-asymptotic settings. We introduce a unified approach to characterize reward…

Machine Learning · Computer Science 2025-12-04 Borna Sayedana , Peter E. Caines , Aditya Mahajan

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging aggregate bandit feedback model, where the learner observes only the cumulative loss incurred in each episode, rather than individual…

Machine Learning · Computer Science 2025-10-28 Shinji Ito , Kevin Jamieson , Haipeng Luo , Arnab Maiti , Taira Tsuchiya

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

Machine Learning · Computer Science 2024-05-15 Asaf Cassel , Haipeng Luo , Aviv Rosenberg , Dmitry Sotnikov

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

Machine Learning · Computer Science 2021-11-02 Hsu Kao , Chen-Yu Wei , Vijay Subramanian

Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…

Machine Learning · Computer Science 2021-05-10 Baiming Chen , Mengdi Xu , Liang Li , Ding Zhao

In this work, we consider the regret minimization problem for reinforcement learning in latent Markov Decision Processes (LMDP). In an LMDP, an MDP is randomly drawn from a set of $M$ possible MDPs at the beginning of the interaction, but…

Machine Learning · Computer Science 2021-02-10 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

We consider a multi-agent episodic MDP setup where an agent (leader) takes action at each step of the episode followed by another agent (follower). The state evolution and rewards depend on the joint action pair of the leader and the…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

We present the first gap-dependent analysis of regret and communication cost for on-policy federated $Q$-Learning in tabular episodic finite-horizon Markov decision processes (MDPs). Existing FRL methods focus on worst-case scenarios,…

Machine Learning · Statistics 2025-09-19 Haochen Zhang , Zhong Zheng , Lingzhou Xue

We study model-free Q-learning in finite-horizon episodic Markov Decision Processes (MDPs) with stationary dynamics across episodes. We identify a central issue in nascent model-free posterior-sampling works: the reliance on delayed…

Machine Learning · Computer Science 2026-05-21 Sofia R. Miskala-Dinc , Aviva Prins

In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…

Machine Learning · Computer Science 2023-11-15 Canzhe Zhao , Ruofeng Yang , Baoxiang Wang , Xuezhou Zhang , Shuai Li

Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…

Machine Learning · Computer Science 2023-07-25 Hoai-An Nguyen , Ching-An Cheng

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

Artificial Intelligence · Computer Science 2015-11-30 Warwick Masson , Pravesh Ranchod , George Konidaris

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

For continuous state-action space scenarios, classical reinforcement learning (RL) theory predominantly focuses on low-rank Markov decision processes (MDPs), which provide sample-efficient guarantees at the expense of restrictive structural…

Machine Learning · Computer Science 2026-05-11 Kun Long , Yuqiang Li , Xianyi Wu

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

Machine Learning · Computer Science 2021-06-15 Gergely Neu , Julia Olkhovskaya

The specification of aMarkov decision process (MDP) can be difficult. Reward function specification is especially problematic; in practice, it is often cognitively complex and time-consuming for users to precisely specify rewards. This work…

Artificial Intelligence · Computer Science 2012-05-14 Kevin Regan , Craig Boutilier